Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -612889.8666 | -85136.8732 | -527752.9934 | -85086.6355 | 813262.5969 | -898349.2324 |
Total P&L (%) | -612.8899 | -85.1369 | -527.753 | -85.0866 | 813.2626 | -898.3492 |
Avg Daily Profit (%) | -0.415 | -0.0576 | -0.3573 | -0.1288 | 0.1499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -911530 | -253349 | -696737 | -992166 | -240186 | -1063077 |
Profit Factor | 0.6248 | 0.8627 | 0.4794 | 0.9514 | 2.7876 | 0.3062 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 125 | 57 | 68 | 129 | 66 | 63 |
Losing Trades | 87 | 49 | 38 | 83 | 40 | 43 |
Profitability (%) | 58.9623 | 53.7736 | 64.1509 | 60.8491 | 62.2642 | 59.434 |
Ratio Avg Win / Avg Loss | 0.4349 | 0.7416 | 0.2679 | 0.6121 | 1.6895 | 0.209 |
Largest Winning Trade | 55084 | 55084 | 32039 | 265538 | 265538 | 120708 |
Largest Losing Trade | -534827 | -44780 | -534827 | -808910 | -180248 | -808910 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 17 | 19 | 16 | 23 | 27 | 19 |
Avg Bars in Losers | 42 | 47 | 34 | 33 | 41 | 27 |
Bars Traded | 5831 | 3425 | 2406 | 5831 | 3425 | 2406 |
Profit Streak | 12.5436 | 21.0436 | 12.5436 | 12.5436 | 21.0436 | 12.5436 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577145 | -580008 | -578322 | -576901 | 526334 | -578934 |
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{ "first_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.79647 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "GALA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5908, "evaluation_days": 1477, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631707200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759107762822, "expiration_time": 1762932384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.79647 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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